+812.6%
PH vs GSK
+80.2%
+732.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | 0.0% | -3.6% | +3.6% | +1.4% |
| 30D | -10.3% | -5.9% | -4.4% | -8.3% |
| 3M | +5.1% | -4.3% | +9.3% | +6.4% |
| 6M | +2.3% | -10.8% | +13.1% | +6.5% |
| YTD | +8.7% | +1.8% | +6.9% | +7.0% |
| 1Y | +26.8% | +23.5% | +3.3% | +14.9% |
| 3Y | +139.2% | +49.5% | +89.7% | +92.1% |
| 5Y | +251.1% | +49.7% | +201.4% | +172.0% |
| 10Y | +812.6% | +81.9% | +730.6% | +544.1% |
| All | +812.6% | +80.2% | +732.4% | +544.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling